A Fortran 90 library for multitaper spectrum analysis

Authors:
G. A. Prieto;R. L. Parker;F. L. Vernon III
Affiliations:
Departamento de Física, Universidad de los Andes, Bogotá, Colombia;Scripps Institution of Oceanography, University of California San Diego, La Jolla, CA 92093, USA;Scripps Institution of Oceanography, University of California San Diego, La Jolla, CA 92093, USA
Venue:
Computers & Geosciences
Year:
2009

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Abstract

The spectral analysis of geological and geophysical data has been a fundamental tool in understanding Earth's processes. We present a Fortran 90 library for multitaper spectrum estimation, a state-of-the-art method that has been shown to outperform the standard methods. The library goes beyond power spectrum estimation and extracts for the user more information including confidence intervals, diagnostics for single frequency periodicities, and coherence and transfer functions for multivariate problems. In addition, the sine multitaper method can also be implemented. The library presented here provides the tools needed in multiple fields of the Earth sciences for the analysis of data as evident from various examples.